+5,871.1%
NKE vs GWW
+13,908.6%
-8,037.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -5.5% | -3.1% | -2.4% | -4.4% |
| 30D | -10.4% | -2.3% | -8.1% | -9.7% |
| 3M | -15.8% | -3.3% | -12.5% | -14.9% |
| 6M | -33.4% | +15.4% | -48.8% | -37.3% |
| YTD | -41.0% | +26.7% | -67.8% | -46.5% |
| 1Y | -49.1% | +29.0% | -78.0% | -54.2% |
| 3Y | -59.8% | +89.0% | -148.8% | -69.2% |
| 5Y | -75.5% | +221.8% | -297.2% | -84.9% |
| 10Y | -23.5% | +562.7% | -586.1% | -65.8% |
| All | +5,871.1% | +13,908.6% | -8,037.5% | +667.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling